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HI.
I CAN ANSWER SOME OF YOUR QUESTIONS. TO MAKE MY COMMENTS EASIER TO SEE, I'LL TYPE THEM IN CAPS.
--- In amibroker@xxxxxxxxxxxxxxx, "caternore" <caternore@xxx> wrote:
>
> Hello Amibroker Community. I am thinking about purchasing Amibroker. I have a few questions I would like to ask the community before I decided whether or not I should purchase Amibroker . I know that most of my question have been ask before or that they have been explain on the amibroker website. But because of my past experience with other programs such as Metastock. I decided to ask these question anyway to insure I understand the capabilities of Amibroker.
>
> 1) How Does Amibroker back testing capabilities compare to other back testing software such as Tradingbloxs and Traderstudio? Pro or Cons?
>
HAVE NOT USED EITHER
> 2) Is Amibroker capable of testing every aspect of the exact trading system outlined by the Original Turtles System to include Turtle Money Management, Correlated Market Risk Limits ,N-based Unit Sizing ,N-based Multiunit Position Additions ,Simultaneous Blends of System One and System Two , and The "Last Trade is Loser" rule?
>
NOT COMPLETELY SURE BUT THIS SOUNDS LIKE IT WOULD REQUIRE COME CUSTOM CODED MODULES TO BE ADDED TO AMIBROKER - DOABLE BUT WOULD TAKE PROGRAMING EXPERIENCE OR MONEY TO HIRE A PROGRAMMER.
> 3) I have a system that trades equities on an end of day time frame. Basically It finds the direction of the market (S@x 500, Dow 30, Nasdaq, NYSE.), then find sectors and subsectors that are moving into the same direction of the market. Then chooses the top rank stock in these same subsectors. My system includes various money management and position sizing algorithms. Could I back test a system such as this on data back to the 1950?
EASILY (IF YOU CHOOSE A DATA PROVIDER THAT INCLUDES THE MARKET INDEXES YOU WANT TO USE, AND IF THAT DATA PROVIDER CATEGORIES THE STOCKS INTO THE SECTORS AND SUBSECTORS).
>
> 4) Speaking of data what data providers does the community at a whole recommend for end of day trading. I am looking for the cleanest, and longest ( as in years) Data. I am also look for data that is already setup in sectors and subsectors (or industries and sub industries) as far back as the data goes? (Not sure if Amibroker does this automatically)
SINCE YOU WANT A LONG HISTORY, YOU NEED A DATA BASE WHICH INCLUDES DELISTED STOCKS. OTHERWISE THE SURVIVORSHIP BIAS WILL BE BAD PRIOR TO 2001 AND TERRIBLE PRIOR TO 1991. THAT MEANS YOU WILL BE LOOKING AT CSIDATA.COM OR PREMIUMDATA. I HAVE NOT USED PREMIUMDATA, BUT I HAVE USED CSI. THE DELISTED STOCKS ARE AN EXRA COST OF $1,000 ABOVE THE REGULAR SUBSCRIPTION. ALSO THERE MIGHT BE ADDITION COSTS FOR EACH YEAR PRIOR TO 1999. A FEW YEARS AGO I PAID FOR DATA BACK TO LATE 1980S AND WAS DISAPPOINTED THAT DATA SEEMED TO BE FAIRLY THIN PRIOR TO 1991 AND ESPECIALLY PRIOR TO 1988 OR SO. BEFORE PAYING FOR YEARS PRIOR TO 1990, ASK FOR A COUNT OF HOW MANY STOCKS ARE COVERED IN EACH YEAR PRIOR TO 1990. I WISH I HAD. BUT IT HAS BEEN A FEW YEARS SINCE I USED CSI SO MAY BE THEY HAVE EXPANDED THEIR COVERAGE PRIOR TO 1990. BETTER TO ASK THAN BE DISAPPOINTED.
>
> 5) In Amibroker is it possible to have these various metrics defined by various time frames.
YES.
>
> 6) Can Amibroker chart for visual inspection, the various custom and non custom back testing metrics on various user define time frame during anytime in the back test?
NOT QUITE SURE WHAT YOU MEAN. YOU CAN PUT BACKTESTING CODE INTO ANY CUSTOM INDICATOR WINDOW AND USE A "PLOT" CALL TO DISPLAY WHATEVER PART YOU WANT. RIBBON DISPLAY IS GOOD FOR DISPLAYING ON/OFF SWITCHES, AS WELL AS VARIOUS LINES FOR DISPLAYING CUSTOM INDICATOR STATES. ALSO THE WINDOW TITLE CAN INCLUDE THE VALUE OF EACH INDICATOR FOR SPECIFIC DATES - JUST CLICK TO PLACE THE VERTICAL TIME LINE.
>
> 7) In Amibroker when I do a back test is it possible to view, compare and chart any market, Sector, Industries or individual stock on various user define time frame during anytime in the back test?
YES. AGAIN ONE COULD USE THE CUSTOM INDICATOR WINDOW TO DISPLAY THE MARKET, SECTOR, OR INDUSTRY, OR INDIVIDUAL STOCK. AGAIN THIS ASSUMES YOUR DATA PROVIDER HAS SUMMARY DATA FOR EACH OF THESE. ALTERNATIVELY YOU COULD USE THE 'ADDTOCOMPOSITE' FUNCTION TO HAVE AMIBROKER CREATE THE SUMMARY METRIC YOU WANT FOR EACH MARKET, SECTOR, INDUSTRY. AGAIN THIS ASSUMES THE DATA PROVIDER YOU USE INDICATES WHICH STOCKS BELONG TO WHICH MARKETS, SECTORS, ETC. THE 'ADDTOCOMPSOITE' FEATURE IS QUITE POWERFUL SO MUCH SO THAT YOU MIGHT USE IT TO CREATE BETTER SECTOR SUMMARY METRICS THAN THE DATA PROVIDER SUPPLIES.
>
> 8) Does Amibroker have a trade by trade report?
YES. LOTS OF DETAIL.
>
> 9) I am not a programmer, but I have come to the conclusion that my lack of programming skill has become a problem in developing, test, and deployment of my trading systems . What Book would you recommend to learn C and C++.
NO NEED TO LEARN THE INS AND OUTS OF PROGRAMMING IN C. AS LONG AS YOU HAVE A GENERAL IDEA OF PROGRAMMING STRUCTURES AND TECHNIQUES, AMIBROKER'S BUILD IT CODE LANGUAGE WILL DO ALMOST ANYTHING YOU WISH - EXCEPT PERHAPS FOR PART OF WHAT YOU ASKED FOR IN POINT 2 ABOVE.
>
> Thank You
> ACE
>
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